+1,364.1%
BP vs JBL
+34,886.9%
-33,522.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | +3.8% | +6.3% | -2.5% | +3.0% |
| 30D | -5.3% | -13.5% | +8.2% | -3.7% |
| 3M | +9.3% | -31.3% | +40.6% | +14.0% |
| 6M | +7.2% | -28.4% | +35.7% | +10.7% |
| YTD | +38.0% | +11.6% | +26.5% | +33.8% |
| 1Y | +33.2% | +26.1% | +7.1% | +27.0% |
| 3Y | +50.3% | +97.4% | -47.1% | +33.0% |
| 5Y | +114.1% | +301.0% | -186.9% | +71.7% |
| 10Y | +140.7% | +1,151.1% | -1,010.4% | +68.7% |
| All | +1,364.1% | +34,886.9% | -33,522.9% | +768.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling